I don't do Nicky much anymore but when I did, i usually checked his Wiki page. The always offered farming advice for the item of the week. They'd have links to the best place to find them and the most efficient builds.
I think this week is chromatic scales. Last time they were up, i used an SoS rit in the battledepths to get lots of them. I think i brought along a hero monk for support.
Hi, The Wiki page is great on line when you enter nicholas the traveler. I try to go with as few as possible heros to get the most drops. Just take a lot of searching sometimes to get the best results; be nice to share each week where we get the best results. Having a tough time this week; but sometimes in the past it has been easy to get the items to be able to get the gifts and also sell at a good price to other players.